Karabiyik, H., Urbain, J.P. and Westerlund, J. (2019). CCE estimation of factor-augmented regression models with more factors than observables Journal of Applied Econometrics, 34(2):268--284.
38 Key Publications
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Dubinsky, A., Johannes, M., Kaeck, A. and Seeger, NormanJ. (2019). Option pricing of earnings announcement risks Review of Financial Studies, 32(2):646--687.
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Hommes, C. and Lustenhouwer, J. (2019). Inflation targeting and liquidity traps under endogenous credibility Journal of Monetary Economics, 107:48--62.
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van den Berg, GerardJ. and van der Klaauw, B. (2019). Structural empirical evaluation of job search monitoring International Economic Review, 60(2):879--903.
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Baltussen, G., Bekkum, S. and Da, Z. (2018). Indexing and Stock Market Serial Dependence Around the World Journal of Financial Economics, 132(1):26--48.
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Zhou, C. (2019). Book review: Risk Theory: A Heavy Tail Approach Journal of the American Statistical Association, 114:1424--1425.
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Chen, Y. and Ward, F. (2018). When do fixed exchange rates work? Evidence from the Gold Standard Journal of International Economics, 116:158--172.
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Hagströmer, B. and Menkveld, AlbertJ. (2019). Information Revelation in Decentralized Markets The Journal of Finance, 74(6):2751--2787.
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Christensen, B. and van der Wel, M. (2019). An Asset Pricing Approach to Testing General Term Structure Models Journal of Financial Economics, 134(1):165--191.
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Wakker, P. and Yang, J. (2019). A Powerful Tool for Analyzing Concave/Convex Utility and Weighting Functions Journal of Economic Theory, 181:143--159.
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Van Kervel, V. and Menkveld, AlbertJ. (2019). High-Frequency Trading around Large Institutional Orders The Journal of Finance, 74(3):1091--1137.
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Doepke, M., Sorrenti, G. and Zilibotti, F. (2019). The Economics of Parenting Annual Review of Economics, 11:55--84.
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Belot, M., Kircher, P. and Muller, P. (2019). Providing advice to jobseekers at low cost: An experimental study on online advice Review of Economic Studies, 86(4):1411--1447.
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Arifovic, J., Hommes, C. and Salle, I. (2019). Learning to believe in simple equilibria in a complex OLG economy - evidence from the lab Journal of Economic Theory, 183:106--182.
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Barr, A., Dekker, M., Janssens, W., Kebede, B. and Kramer, B. (2019). Cooperation in polygynous households American Economic Journal: Applied Economics, 11(2):266--283.
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Bosker, M., Garretsen, H., Marlet, G. and van Woerkens, C. (2019). Nether Lands. Evidence on the price and perception of rare natural disasters. Journal of the European Economic Association, 17:413--453.
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Antoni, M., Maug, E. and Obernberger, S. (2019). Private equity and human capital risk Journal of Financial Economics, 133(3):634--657.
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Acharya, V.V., Eisert, T., Eufinger, C. and Hirsch, C. (2019). Whatever It Takes: The Real Effects of Unconventional Monetary Policy Review of Financial Studies, 32(9):3366--3411.
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König, MichaelD., Liu, X. and Zenou, Y. (2019). R&D Networks: Theory, Empirics and Policy Implications: Theory, Empirics, and Policy Implications Review of Economics and Statistics, 101(3):476--491.
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Galama, TitusJ. and van Kippersluis, H. (2019). A theory of socio-economic disparities in health over the life cycle Economic Journal, 129(617):338--374.